+78.5%
SPY vs BIDU
-32.1%
+110.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.0% | +6.4% | +0.3% |
| 7D | +0.5% | -2.4% | +3.0% | +0.8% |
| 30D | -0.9% | -15.6% | +14.7% | +0.9% |
| 3M | +3.9% | -22.3% | +26.2% | +6.8% |
| 6M | +14.5% | -22.3% | +36.8% | +17.3% |
| YTD | +12.9% | -29.2% | +42.1% | +16.5% |
| 1Y | +19.4% | -14.8% | +34.2% | +19.7% |
| 3Y | +78.5% | -31.8% | +110.2% | +80.0% |
| All | +78.5% | -32.1% | +110.5% | +80.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded BIDU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling